A NEW APPROACH BASED ON OPTIMIZATION OF RATIO FOR SEASONAL FUZZY TIME SERIES
- سال انتشار: 1395
- محل انتشار: مجله سیستم های فازی، دوره: 13، شماره: 2
- کد COI اختصاصی: JR_IJFS-13-2_003
- زبان مقاله: انگلیسی
- تعداد مشاهده: 134
نویسندگان
Department of Statistics, Faculty of Science, Ankara University, ۰۶۱۰۰ Ankara, Turkey
چکیده
In recent years, many studies have been done on forecasting fuzzy time series. First-order fuzzy time series forecasting methods with first-order lagged variables and high-order fuzzy time series forecasting methods with consecutive lagged variables constitute the considerable part of these studies. However, these methods are not effective in forecasting fuzzy time series which contain seasonal structures. In this respect, it would be more appropriate to use methods that consider the seasonal relations in seasonal fuzzy time series forecasting. Although seasonal fuzzy time series forecasting methods exist in literature, these methods use equal interval lengths in partition of the universe of discourse. This situation incapacitates the performance of the method in forecasting time series including seasonality and trend. In this study, a new fuzzy time series forecasting method in which intervals constituting partition of the universe of discourse increase in time at a rate that obtained based on optimization was proposed. The proposed method was applied to two real time series and obtained results were compared with other methods and the superior performance of the proposed method was proved.کلیدواژه ها
Seasonal fuzzy time series, Optimization, Forecasting, Feed forward neural networksاطلاعات بیشتر در مورد COI
COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.
کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.